SENSEX
Sensex
Historical option data for SENSEX
17 Aug 2025 12:54 AM IST
| SENSEX 04SEP2025 80600 CE | ||||||||||||||||
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Delta: 0.59
Vega: 74.72
Theta: -32.07
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 80597.66 | 1070.75 | -380.55 | 10.74 | 2 | 2 | 2 | |||||||||
For Sensex - strike price 80600 expiring on 04SEP2025
Delta for 80600 CE is 0.59
Historical price for 80600 CE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 1070.75, which was -380.55 lower than the previous day. The implied volatity was 10.74, the open interest changed by 2 which increased total open position to 2
| SENSEX 04SEP2025 80600 PE | |||||||
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Delta: -0.41
Vega: 74.86
Theta: -10.85
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 80597.66 | 647.3 | -585.25 | 11.18 | 2 | 0 | 0 |
For Sensex - strike price 80600 expiring on 04SEP2025
Delta for 80600 PE is -0.41
Historical price for 80600 PE is as follows
On 17 Aug SENSEX was trading at 80597.66. The strike last trading price was 647.3, which was -585.25 lower than the previous day. The implied volatity was 11.18, the open interest changed by 0 which decreased total open position to 0
